+313.1%
MNST vs FLEX
+659.4%
-346.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | -1.8% |
| 7D | -5.0% | -7.2% | +2.2% | -4.4% |
| 30D | +4.6% | -34.8% | +39.3% | +10.1% |
| 3M | +1.0% | -35.6% | +36.6% | +6.0% |
| 6M | +5.8% | -45.0% | +50.8% | +12.5% |
| YTD | +19.1% | +29.4% | -10.3% | +7.6% |
| 1Y | +30.9% | +24.8% | +6.1% | +18.6% |
| 3Y | +65.7% | +304.4% | -238.7% | +12.7% |
| 5Y | +99.0% | +484.1% | -385.1% | +21.6% |
| 10Y | +313.1% | +640.4% | -327.3% | +102.8% |
| All | +313.1% | +659.4% | -346.3% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling